+0.9%
QCOM vs FSLR
-35.9%
+36.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | +4.3% | -14.8% | +19.1% | +11.6% |
| 30D | -0.1% | -4.3% | +4.2% | +1.4% |
| 3M | +5.2% | -23.4% | +28.6% | +17.4% |
| 6M | -18.4% | -26.9% | +8.6% | -3.6% |
| YTD | +2.4% | -34.4% | +36.8% | +19.6% |
| 1Y | +0.9% | -33.2% | +34.1% | +16.4% |
| All | +0.9% | -35.9% | +36.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling